Add more goodness of fit functions? #2414
drbenvincent
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It makes sense to add those. I recommend adding them directly to https://github.com/arviz-devs/arviz-stats |
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The
stats
submodule has some useful goodness of fit functions, liker2_score
. I wonder what the appetite would be to expand this to include metrics such as:mae
mape
maape
ecdf_crps
- Kruger, Lercha, Thorarinsdottir, Gneiting (2020) "Predictive Inference Based on Markov Chain Monte Carlo Output" https://arxiv.org/pdf/1608.06802.pdf Eq. 9 Page 11.mdape
Tagging @lucianopaz because of past interest in implementing some of these.
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